Anic Equity¶

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Total return since start: 0.609 %¶

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Equity now: -----------------------------> 49152.59 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45091.05 Kr¶

PnL: ---------------------------------------> 35.05 Kr¶

DD now: ---------------------------------> -7.469 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 14:13:08.778925'

Anic Portfolio¶

Today¶

Return: -1.138 %¶

This Week¶

Return: -0.305 %¶

Total portfolio value¶

Return including deposits: 60.913 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.140000 1665.360000 196.360000 13.370000 1468.999998
Orrön Energy 180 -1.880000 2160.900000 117.900000 5.770000 2043.000000
Atrium Ljungberg B 5 -0.100000 994.000000 59.000000 6.310000 935.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 0.520000 1022.000000 42.000000 4.290000 980.000000
Sagax B 4 -0.580000 892.000000 38.000000 4.450000 854.000000
Catena 2 -1.240000 828.400000 36.400000 4.600000 792.000000
Hexatronic Group 12 0.020000 1002.000000 35.000000 3.620000 966.999996
JM 6 -1.130000 892.200000 28.200000 3.260000 864.000000
Sedana Medical 93 -4.330000 2546.340000 25.340000 1.010000 2521.000011
Platzer Fastigheter Holding B 12 -3.650000 982.800000 21.800000 2.270000 960.999996
OX2 13 1.570000 969.800000 19.800000 2.080000 949.999999
Bilia A 8 -0.440000 912.000000 12.000000 1.330000 900.000000
Biotage 7 -0.580000 952.000000 11.000000 1.170000 940.999997
HEXPOL B 9 0.180000 1029.600000 8.600000 0.840000 1020.999996
VEF 909 -2.760000 1856.180000 6.180000 0.330000 1850.000436
BioGaia B 8 -2.100000 930.400000 0.400000 0.040000 930.000000
Gränges 9 -1.720000 926.100000 -1.900000 -0.200000 927.999999
AcadeMedia 8 -1.610000 399.840000 -2.160000 -0.540000 402.000000
Clas Ohlson B 12 -1.520000 969.000000 -4.000000 -0.410000 972.999996
Byggmax Group 33 -2.310000 951.060000 -4.940000 -0.520000 956.000001
ASSA ABLOY B 3 -1.390000 768.900000 -10.100000 -1.300000 779.000001
EQT 4 -2.100000 818.800000 -13.200000 -1.590000 832.000000
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Nordic Waterproofing Holding 7 -1.170000 942.200000 -24.800000 -2.560000 966.999999
Alimak Group 11 -1.920000 900.900000 -27.100000 -2.920000 927.999996
Addnode Group B 11 -0.980000 893.200000 -27.800000 -3.020000 921.000003
SKF B 5 -0.930000 909.750000 -30.250000 -3.220000 940.000000
Indutrade 5 -1.130000 1176.500000 -41.500000 -3.410000 1218.000000
INVISIO 16 0.660000 3640.000000 -49.000000 -1.330000 3689.000000
Latour B 4 -1.270000 805.600000 -51.400000 -6.000000 857.000000
Vitec Software Group B 2 -3.780000 1019.000000 -68.000000 -6.260000 1087.000000
Bufab 3 -1.310000 1036.800000 -72.200000 -6.510000 1109.000001
BHG Group 97 -1.970000 1354.120000 -104.880000 -7.190000 1458.999989
Hexagon B 26 -2.420000 3350.100000 -110.900000 -3.200000 3461.000010
TOTAL 45091.050000 35.050000 -7.46938% 45056.000411

Updated:¶

'2023-07-05 14:13:25.547740'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶